elAssetMeasure

Summary

The elAssetMeasure function retrieves a number of different measures such as the probability of hitting the barrier, the yield-to-call, the probability of autocall on the next observation etc. Note: The expected-time-to-maturity measure is only applicable to structured products.

Examples

=elAssetMeasure(C11:C50, "ytm")

Retrieves the yield-to-maturity for each bond in the range C11:C50.

Syntax

elAssetMeasure(assetIds[], assetMeasure)

Argument name	Default	Description
assetIds		Single or multiple asset identifiers (ISIN, FIGI, currency ISO, Edgelab ID).
assetMeasure		The name of the measure to be returned.